-84.3%
FRMI vs CVE
+93.4%
-177.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.7% | +5.4% |
| 7D | +2.4% | +2.5% | -0.1% | +2.3% |
| 30D | -17.3% | +16.7% | -34.0% | -18.3% |
| 3M | -17.2% | +9.3% | -26.4% | -16.8% |
| 6M | -43.4% | +43.6% | -87.0% | -48.9% |
| YTD | -36.0% | +93.6% | -129.6% | -43.2% |
| All | -84.3% | +93.4% | -177.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling